Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion |
2. | Creator | Author's name, affiliation, country | Ciprian A. Tudor; Universte de Paris 1 |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | multiple stochastic integrals, selfsimilar processes, fractional Brownian motion, Hermite processes, limit theorems, Stein's method. |
3. | Subject | Subject classification | 60G15, 60H05, 60F05, 60H07. |
4. | Description | Abstract | Using recent results on the behavior of multiple Wiener-Itô integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variables related to the increments of the fractional Brownian motion. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2009-07-09 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1481 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v14-1481 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 14 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
|